Conditional, partial and rank correlation for the elliptical copula: dependence modelling in uncertainy analysis

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

Name
Publisher	Politecnico di Torino

Keywords

@inproceedings{5186895da8574f659c75f1048ea4d06e,

title = "Conditional, partial and rank correlation for the elliptical copula: dependence modelling in uncertainy analysis",

keywords = "ZX Int.klas.verslagjaar < 2002",

author = "D Kurowicka and RM Cooke",

year = "2001",

language = "Undefined/Unknown",

isbn = "88-8202-099-3",

publisher = "Politecnico di Torino",

pages = "1795--1802",

editor = "{E Zio} and {M Demichela} and {N Piccinini}",

booktitle = "Proceedings ESREL 2001",

}

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Conditional, partial and rank correlation for the elliptical copula: dependence modelling in uncertainy analysis

AU - Kurowicka, D

AU - Cooke, RM

PY - 2001

Y1 - 2001

KW - ZX Int.klas.verslagjaar < 2002

M3 - Conference contribution

SN - 88-8202-099-3

SP - 1795

EP - 1802

BT - Proceedings ESREL 2001

A2 - E Zio, null

A2 - M Demichela, null

A2 - N Piccinini, null

PB - Politecnico di Torino

CY - Torino

ER -